All ebooks by Marco Santoli in PDF and EPUB
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All ebooks by Marco Santoli in PDF and EPUB


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Download this eBook Leveraged Exchange-Traded Funds
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Leveraged Exchange-Traded Funds


Tim Leung , Marco Santoli


This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.This...

Publication date: 2016-02-24
Format: PDF, ePub
Publisher: Springer
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£64,99

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